{{Quickfixn}} High CPU Usage

[Steven Leonard]

Hi,

I am using the Quickfix .NET dll v1.7 to export raw
FIX MarketDataSnapshotFullRefresh (35=W) messages to a flat file.

It seems I have been hitting an upper limit on the message rate Quickfix
can handle. It maxes out each 3.10Ghz Xeon core when I get towards 500
messages per second. The messages contain up to 25 Bids and 25 offers
(Depth of 50).
The app then cannot keep up with the messages being sent - I keep getting
disconnected by the sender as the message buffer their side has reached the
maximum depth they allow.

Has anyone else hit this high CPU usage issue? I have tried removing any
processing my side to the point where I don't even crack the messages and
have even tried a version which doesn't do anything but consume the
messages (no logging/output) without luck.

Any suggestions to improve performance/efficiency are welcome.
Else I can only split the symbols out into more instances of the app and
use more CPU cores - I'm already running three.

Thanks,

Steve
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